Classification of the boundaries for the diffusion on an open interval

DOI10.1007/BF01058544zbMATH Open0732.60083OpenAlexW1968121387MaRDI QIDQ808538FDOQ808538

Authors: Jörg-Uwe Löbus 

Publication date: 1991

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01058544

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zbMATH Keywords

one-dimensional diffusionsboundary theoryclassification of boundaries

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50)

Cites Work

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Cited In (3)

• A short review on boundary behavior of linear diffusion processes
• A classification of diffusion processes with boundaries by their invariant measures
• Boundary classification and simulation of one-dimensional diffusion processes

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